Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20.11.2024 | 0.49% | 1.96 CHF | 1.97 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 81'323 CHF | 81'723 CHF | 100.00% | 100.00% |
19.11.2024 | 0.47% | 2.13 CHF | 2.14 CHF | 40'000 | 40'000 | 40'000 | 40'000 | 84'076 CHF | 84'476 CHF | 99.91% | 99.91% |
18.11.2024 | 0.45% | 2.21 CHF | 2.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 219'394 CHF | 220'394 CHF | 99.92% | 99.92% |
15.11.2024 | 0.44% | 2.21 CHF | 2.22 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 228'770 CHF | 229'770 CHF | 100.00% | 100.00% |
14.11.2024 | 0.45% | 2.31 CHF | 2.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 223'301 CHF | 224'301 CHF | 100.00% | 100.00% |
13.11.2024 | 0.49% | 2.05 CHF | 2.06 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 203'965 CHF | 204'965 CHF | 100.00% | 100.00% |
12.11.2024 | 0.46% | 2.06 CHF | 2.07 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 216'515 CHF | 217'515 CHF | 99.69% | 99.69% |
11.11.2024 | 0.43% | 2.28 CHF | 2.29 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 229'426 CHF | 230'426 CHF | 99.91% | 99.91% |
08.11.2024 | 0.44% | 2.27 CHF | 2.28 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 226'222 CHF | 227'222 CHF | 100.00% | 100.00% |
07.11.2024 | 0.43% | 2.31 CHF | 2.32 CHF | 100'000 | 100'000 | 100'000 | 100'000 | 229'893 CHF | 230'893 CHF | 99.90% | 99.90% |